-11.5%
VFC vs SFM
-45.4%
+33.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -1.2% |
| 7D | +0.8% | -5.8% | +6.7% | +1.4% |
| 30D | -11.9% | -11.4% | -0.6% | -11.0% |
| 3M | -20.2% | -12.2% | -8.0% | -19.2% |
| 6M | -23.0% | -5.2% | -17.8% | -23.0% |
| YTD | -26.2% | -4.5% | -21.7% | -25.8% |
| All | -11.5% | -45.4% | +33.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling